+1,376.7%
TTWO vs BNS
+1,476.3%
-99.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | +1.3% | -2.2% | +3.5% | +2.3% |
| 30D | -13.4% | +4.5% | -17.9% | -15.3% |
| 3M | +3.1% | +14.9% | -11.8% | -3.5% |
| 6M | +3.8% | +32.5% | -28.7% | -9.2% |
| YTD | -15.3% | +28.6% | -43.9% | -24.9% |
| 1Y | -11.1% | +48.4% | -59.5% | -26.3% |
| 3Y | +52.0% | +130.8% | -78.8% | +1.5% |
| 5Y | +40.9% | +94.8% | -53.9% | +0.9% |
| 10Y | +407.6% | +184.3% | +223.3% | +185.4% |
| All | +1,376.7% | +1,476.3% | -99.6% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling